How to Replicate Trend Following Managed Futures скачать в хорошем качестве

How to Replicate Trend Following Managed Futures

#ReSolveRiffs DOWNLOAD NOW! HOT OFF THE PRESS WHITEPAPER Peering Around Corners: How to Replicate Trend Following Managed Futures https://investresolve.com/peering-aro... In this episode, Adam, Rod and Mike review a new whitepaper called Peering Around Corners: How to Replicate Trend Following Managed Futures. They cover the motivation, methods, analysis and conclusions including: • why managed futures produce strong returns • the role of managed futures in a stock / bond portfolio • why every strategy is vulnerable to lost decades, and the role of diversification • why investors probably shouldn’t be worried about flows to managed futures • why replication does not negate the presence of manager alpha • how replication is related to returns based style analysis • how other authors replicated Buffet’s alpha and how it relates • why one might want to replicate a managed futures index • choice of simple vs complex replication methods • top down replication methods - pros and cons • bottom up replication methods - pros and cons • why top down and bottom up replication complement each other’s strengths and weaknesses • how well a combination of top down and bottom up replicates the trend following index • why investors might expect to achieve fee alpha from managed futures replication • and much more… This discussion of a new whitepaper should help investors understand how replication strategies work and the role that a managed futures replication strategy might play in portfolios. This is “ReSolve’s Riffs” – live on YouTube every Friday afternoon to debate the most relevant investment topics of the day, hosted by Adam Butler, Mike Philbrick and Rodrigo Gordillo of ReSolve Global* and Richard Laterman of ReSolve Asset Management Inc. ====================================== For our latest research insights and exclusive content visit our website! Blog Articles: https://investresolve.com/blog/ Featured Research Papers: https://investresolve.com/research/ Webinars: https://investresolve.com/media-cente...|0 Podcasts: https://investresolve.com/podcasts/ =================================== *ReSolve Global refers to ReSolve Asset Management SEZC (Cayman) which is registered with the Commodity Futures Trading Commission as a commodity trading advisor and commodity pool operator. This registration is administered through the National Futures Association ("NFA"). Further, ReSolve Global is a registered person with the Cayman Islands Monetary Authority.